+391.8%
BAC vs MUB
+17.9%
+373.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +1.2% | -0.3% | +1.5% | +1.3% |
| 30D | -0.7% | -1.5% | +0.8% | +0.1% |
| 3M | +16.9% | -1.9% | +18.9% | +18.1% |
| 6M | +29.6% | -1.7% | +31.3% | +30.8% |
| YTD | +15.3% | -0.8% | +16.0% | +15.7% |
| 1Y | +28.8% | +1.5% | +27.3% | +27.8% |
| 3Y | +136.4% | +8.8% | +127.6% | +124.8% |
| 5Y | +72.9% | +2.0% | +70.9% | +69.6% |
| 10Y | +391.8% | +18.0% | +373.8% | +508.0% |
| All | +391.8% | +17.9% | +373.9% | +508.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MUB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling